-2.3%
SO vs JBLU
-14.6%
+12.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.1% | -5.0% | +3.9% | -1.1% |
| 30D | -5.0% | -23.9% | +18.9% | -5.2% |
| 3M | -5.8% | -11.6% | +5.9% | -5.8% |
| 6M | -7.9% | -0.2% | -7.7% | -7.7% |
| YTD | +2.4% | -3.3% | +5.7% | +1.3% |
| 1Y | -2.3% | -15.4% | +13.1% | -3.3% |
| All | -2.3% | -14.6% | +12.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling